In It's Okay That You're Not Okay, Megan Divine, psychoanalyst, explains in detail how not until she experienced loss personally did she really understand grief. A very good, comprehensive book that lends support and validation to its readers.
In The Year of Magical Thinking, Joan Didion describes her long marriage and the painful, sudden loss of her husband. If you're looking for validation for some of your feelings, you will find it here.
C.S. Lewis discusses losing his beloved wife in A Grief Observed.
Not a conventional self-help book, a A Fall of Marigolds speaks to those individual feelings of grief.
When Things Fall Apart, by Pema Chodron, offers insights into and meditations for the grief journey.
In Guided Meditations for Difficult Times, Jack Kornfield provides a variety of meditations.